Journal of Jilin University Science Edition

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A General Result on Precise Asymptotics for MovingAverage Process for Generation of Nonstationary Martingale Difference Sequences

GUAN Lihong, HAN Haiyan, ZHAO Yanan   

  1. School of Science, Changchun University, Changchun 130022, China
  • Received:2015-12-29 Online:2016-09-26 Published:2016-09-19
  • Contact: GUAN Lihong E-mail:guanlihong14@163.com

Abstract:

By using the weak convergence theorem and the moment inequality of nonstationary martingale difference sequence, we obtained a general form of precise asymptotics in complete moment convergence for sums of movingaverage process for more general boundary function and quasi weight function.

Key words: nonstationary martingale difference sequence, movingaverage process, complete moment convergence, precise asymptotics, general form

CLC Number: 

  • O211.4